+60.4%
COPY vs SPY
+28.7%
+31.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +1.8% | +2.6% | -0.8% | -0.1% |
| 30D | +3.3% | -2.0% | +5.3% | +4.8% |
| 3M | +0.8% | -2.8% | +3.6% | +2.8% |
| 6M | +8.9% | +2.1% | +6.7% | +6.7% |
| YTD | +23.5% | +11.5% | +12.0% | +12.9% |
| 1Y | +30.4% | +13.5% | +16.9% | +17.4% |
| All | +60.4% | +28.7% | +31.7% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling